+4.2%
DRI vs ARWR
+200.0%
-195.8%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.4% | -0.4% | -1.8% |
| 7D | -1.2% | +2.9% | -4.1% | -1.3% |
| 30D | -0.4% | -2.9% | +2.5% | -0.3% |
| 3M | +9.5% | +15.2% | -5.7% | +8.6% |
| 6M | +6.5% | +42.3% | -35.8% | +4.5% |
| YTD | +18.4% | +28.2% | -9.8% | +16.1% |
| 1Y | +4.2% | +213.2% | -209.0% | +7.7% |
| All | +4.2% | +200.0% | -195.8% | +7.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ARWR.
Daily Out/Under-Performance
Portfolio return minus ARWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARWR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded ARWR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling